15 #ifndef ATS_BINANCEEXCHANGEMANAGER_H
16 #define ATS_BINANCEEXCHANGEMANAGER_H
21 #include "json/json.h"
22 #include "binance_logger.h"
25 using namespace binance;
38 std::thread mExchangeManagerThread;
39 std::map<long, long> omsToEmsId, emsToOmsId;
40 time_t mUpdateInterval;
53 std::string secretKey =
"");
93 void updateOpenOrders();
101 double sendOrder(
Order &order)
override;
109 void modifyOrder(
Order &oldOrder,
Order &newOrder)
override;
117 void cancelOrder(
long orderId, std::string symbol);
124 void cancelOrder(
Order &order)
override;
132 void getOrderStatus(
Order &order, Json::Value &result)
override;
140 std::vector<Order> getOpenOrders(std::string symbol=
"")
override;
148 std::vector<Trade> getTradeHistory(std::string symbol)
override;
156 double getPrice(std::string symbol)
override;
168 void getKlines(Json::Value& result, std::string symbol, std::string interval, time_t start_date=0, time_t end_date=0,
int limit=500)
override;
176 Order jsonToOrder(Json::Value &result);
184 Trade jsonToTrade(Json::Value &result);
191 void getUserInfo(Json::Value &result);
198 std::map<std::string,double> getBalances()
override;
206 virtual OrderBook getOrderBook(std::string symbol)
override;
Contains an abstract class ExchangeManager The ExchangeManager class is an abstract class that define...
The BinanceExchangeManager class is a class that defines the interface for managing orders on the Bin...
Definition: BinanceExchangeManager.h:31
The ExchangeManager class is an abstract class that defines the interface for managing orders on an e...
Definition: ExchangeManager.h:27
A class for managing orders.
Definition: OrderManager.h:154
Class representing a trade executed on an exchange.
Definition: Trade.h:16
Namespace for the algorithmic trading system.
Definition: BinanceExchangeManager.cpp:8
The OrderBook struct represents the orderbook.
Definition: OrderManager.h:131
The Order struct represents an order to be placed on an exchange.
Definition: OrderManager.h:78